Semrush Holdings Stock Market Value
| SEMR Stock | USD 13.90 0.27 1.91% |
| Symbol | Semrush |
Semrush Holdings Price To Book Ratio
Is Application Software space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Semrush Holdings. If investors know Semrush will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Semrush Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.75) | Earnings Share 0.08 | Revenue Per Share 2.465 | Quarterly Revenue Growth 0.237 | Return On Assets 0.021 |
The market value of Semrush Holdings is measured differently than its book value, which is the value of Semrush that is recorded on the company's balance sheet. Investors also form their own opinion of Semrush Holdings' value that differs from its market value or its book value, called intrinsic value, which is Semrush Holdings' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Semrush Holdings' market value can be influenced by many factors that don't directly affect Semrush Holdings' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Semrush Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Semrush Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Semrush Holdings' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Semrush Holdings 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Semrush Holdings' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Semrush Holdings.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Semrush Holdings on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Semrush Holdings or generate 0.0% return on investment in Semrush Holdings over 30 days. Semrush Holdings is related to or competes with Riskified, Meridianlink, MondayCom, PAR Technology, CS Disco, ON24, and Braze. Semrush Holdings, Inc. develops an online visibility management software-as-a-service platform worldwide More
Semrush Holdings Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Semrush Holdings' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Semrush Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.96 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 11.97 | |||
| Value At Risk | (4.53) | |||
| Potential Upside | 3.84 |
Semrush Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Semrush Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Semrush Holdings' standard deviation. In reality, there are many statistical measures that can use Semrush Holdings historical prices to predict the future Semrush Holdings' volatility.| Risk Adjusted Performance | 0.0428 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.29) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.1062 |
Semrush Holdings Backtested Returns
Currently, Semrush Holdings is not too volatile. Semrush Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0222, which indicates the firm had a 0.0222% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Semrush Holdings, which you can use to evaluate the volatility of the company. Please validate Semrush Holdings' Risk Adjusted Performance of 0.0428, semi deviation of 2.78, and Coefficient Of Variation of 2141.5 to confirm if the risk estimate we provide is consistent with the expected return of 0.0572%. Semrush Holdings has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 1.03, which indicates a somewhat significant risk relative to the market. Semrush Holdings returns are very sensitive to returns on the market. As the market goes up or down, Semrush Holdings is expected to follow. Semrush Holdings right now has a risk of 2.58%. Please validate Semrush Holdings maximum drawdown, as well as the relationship between the expected short fall and rate of daily change , to decide if Semrush Holdings will be following its existing price patterns.
Auto-correlation | 0.63 |
Good predictability
Semrush Holdings has good predictability. Overlapping area represents the amount of predictability between Semrush Holdings time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Semrush Holdings price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Semrush Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Semrush Holdings lagged returns against current returns
Autocorrelation, which is Semrush Holdings stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Semrush Holdings' stock expected returns. We can calculate the autocorrelation of Semrush Holdings returns to help us make a trade decision. For example, suppose you find that Semrush Holdings has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Semrush Holdings regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Semrush Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Semrush Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Semrush Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Semrush Holdings Lagged Returns
When evaluating Semrush Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Semrush Holdings stock have on its future price. Semrush Holdings autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Semrush Holdings autocorrelation shows the relationship between Semrush Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Semrush Holdings.
Regressed Prices |
| Timeline |
Pair Trading with Semrush Holdings
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Semrush Holdings position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Semrush Holdings will appreciate offsetting losses from the drop in the long position's value.Moving against Semrush Stock
The ability to find closely correlated positions to Semrush Holdings could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Semrush Holdings when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Semrush Holdings - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Semrush Holdings to buy it.
The correlation of Semrush Holdings is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Semrush Holdings moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Semrush Holdings moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Semrush Holdings can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Semrush Stock Analysis
When running Semrush Holdings' price analysis, check to measure Semrush Holdings' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Semrush Holdings is operating at the current time. Most of Semrush Holdings' value examination focuses on studying past and present price action to predict the probability of Semrush Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Semrush Holdings' price. Additionally, you may evaluate how the addition of Semrush Holdings to your portfolios can decrease your overall portfolio volatility.